Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382915.0242 | 322753.2349 | 60161.7893 | 604417.5127 | 786764.6286 | -182347.1159 |
Total P&L (%) | 382.915 | 322.7532 | 60.1618 | 604.4175 | 786.7646 | -182.3471 |
Avg Daily Profit (%) | 0.3676 | 0.3098 | 0.0578 | 0.1876 | 0.2097 | 0 |
Buy And Hold Return (%) | 41.8685 | 41.8685 | 41.8685 | 41.8685 | 41.8685 | 41.8685 |
Max Trade Drawdown | -142368 | -65158 | -127927 | -688115 | -464046 | -682602 |
Profit Factor | 1.2868 | 1.5474 | 1.0807 | 1.0965 | 1.279 | 0.947 |
Total Trades | 536 | 268 | 268 | 536 | 268 | 268 |
Winning Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Losing Trades | 323 | 161 | 162 | 323 | 161 | 162 |
Profitability (%) | 39.7388 | 39.9254 | 39.5522 | 39.7388 | 39.9254 | 39.5522 |
Ratio Avg Win / Avg Loss | 1.9513 | 2.3284 | 1.6516 | 1.6628 | 1.9245 | 1.4474 |
Largest Winning Trade | 77297 | 77297 | 26294 | 214353 | 214353 | 167120 |
Largest Losing Trade | -30939 | -17712 | -30939 | -134619 | -67557 | -134619 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 73 | 67 | 78 | 73 | 67 | 78 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 24725 | 11809 | 12916 | 24725 | 11809 | 12916 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323208 | 295033 | -279517 | -106509 | 220180 | -582327 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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